Testing for Long Memory in the Feedback Mechanism in the Futures Markets
Year of publication: |
2011
|
---|---|
Authors: | Antoniou, Antonios ; Koutmos, Gregory ; Pescetto, Gioia |
Published in: |
Review of Behavioral Finance. - Emerald Group Publishing. - Vol. 3.2011, November, 2, p. 78-90
|
Publisher: |
Emerald Group Publishing |
Subject: | Feedback persistence | Feedback trading | Index futures |
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